+561.8%
PANW vs DASH
+16.3%
+545.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.6% |
| 7D | -10.3% | -10.6% | +0.2% | -7.8% |
| 30D | -8.1% | +2.2% | -10.3% | -8.9% |
| 3M | +19.3% | +32.3% | -12.9% | +10.1% |
| 6M | +110.2% | +19.1% | +91.1% | +98.2% |
| YTD | +80.9% | -6.5% | +87.4% | +81.1% |
| 1Y | +73.3% | -14.9% | +88.1% | +76.2% |
| 3Y | +174.6% | +151.9% | +22.7% | +107.8% |
| 5Y | +327.1% | +9.4% | +317.6% | +240.6% |
| All | +561.8% | +16.3% | +545.4% | +415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DASH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling